+493.2%
IBM vs BIDU
+1,083.9%
-590.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +1.6% | -4.6% | +6.1% | +2.2% |
| 30D | +9.2% | -4.5% | +13.7% | +9.8% |
| 3M | +4.9% | -25.4% | +30.3% | +8.7% |
| 6M | +16.8% | -48.1% | +64.8% | +26.6% |
| YTD | -14.3% | -40.2% | +25.9% | -9.3% |
| 1Y | -16.7% | -35.2% | +18.5% | -12.9% |
| 3Y | +82.2% | -27.1% | +109.3% | +83.5% |
| 5Y | +149.9% | -54.2% | +204.1% | +155.5% |
| 10Y | +142.6% | -52.0% | +194.6% | +131.9% |
| All | +493.2% | +1,083.9% | -590.7% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling